Virtual Dub?

I would be greatly obliged if you could do me a huge favor... I am having a hard time loading video into PI. I have downloaded virtual dub but don't really understand what to do with it... ultimately I'm trying to work with .avi files in PI (SE) but the program continually gives me messages that say the format is wrong. How does one convert .avi files to a form that will work with particle illusion?